RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.

The Existence and Uniqueness of the Solution for Neutral Stochastic Functional Differential Equations with Infinite Delay

The main aim of this paper is to establish the existence-and-uniqueness theorem for neutral stochastic functional differential equations with infinite delay at phase space BC（（-∞, 0]; R^n） An example is given for illustration.

Well-Posedness and Exponential Estimates for the Solutions to Neutral Stochastic Functional Differential Equations with Infinite Delay

In this work,neutral stochastic functional differential equations with infinite delay(NSFDEw ID)have been addressed.By using the Euler-Maruyama scheme and a localization argument,the existence and uniqueness of solutions to NSFDEw ID at the state space Cr under the local weak monotone condition,the weak coercivity condition and the global condition on the neutral term have been investigated.In addition,the L2 and exponential estimates of NSFDEw ID have been studied.

The Existence and Uniqueness for the Solution of Neutral Stochastic Functional Differential Equations with Infinite Delay

In this paper, we will make use of a new method to study the existence and uniqueness for the solution of neutral stochastic functional differential equations with infinite delay （INSFDEs for short） in the phase space BC（（？∞,0];Rd）. By constructing a new iterative scheme, the existence and uniqueness for the solution of INSFDEs can be directly obtained only under uniform Lipschitz condition, linear grown condition and contractive condition. Meanwhile, the moment estimate of the solution and the estimate for the error between the approximate solution and the accurate solution can be both given. Compared with the previous results, our method is partially different from the Picard iterative method and our results can complement the earlier publications in the existing literatures.

Stability of Neutral Stochastic Differential Equations with Multiple Variable Delays

This paper discusses the pth moment stability of neutral stochastic differential equations with multiple variable delays. The equation has a much more general form than the neutral stochastic differential equations with delay. A new kind of φ-function is introduced to address the stability, which is more general than the exponential stability and polynomial stability. Using a specific Lyapunov function, a stability criteria for the neutral stochastic differential equations with multiple variable delays is established, by which it is relatively easy to verify the stability of such equations. Finally, the proposed theories are illustrated by two examples.

Existence of p-mean Almost Periodic Mild Solution for Fractional Stochastic Neutral Functional Differential Equation

A class of fractional stochastic neutral functional differential equation is analyzed in this paper.With the utilization of the fractional calculations,semigroup theory,fixed point technique and stochastic analysis theory,a sufficient condition of the existence for p-mean almost periodic solution is obtained,which are supported by two examples.